V-Lab: Javedan Corp Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Javedan Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:7,137.75 (-588.26)

Analysis last updated: Sunday, June 29, 2025 at 08:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8357	0.00
$α$	0.1424	0.00
$β$	0.8576	0.00
$γ_{1}$	-3.4633	-0.00
$γ_{2}$	14.1748	0.00
$γ_{3}$	-21.5272	-0.00
$γ_{4}$	15.1345	0.00
$γ_{5}$	-5.4129	-0.00
$γ_{6}$	2.5715	0.00
$γ_{7}$	-4.4812	-0.01
$γ_{8}$	6.5976	0.00
$γ_{9}$	-6.7506	-0.00
$γ_{10}$	4.8018	0.00

Estimation Period:
Jan 29, 2002 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Javedan Corp Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM